simulation
2022-03-01
6000 2000 2000 people
parameter estimates
## true_param mean se_mean sd 2.5% 25% 50% 75% 97.5%
## bu11 -1.000 -0.982 0.009 0.100 -1.188 -1.045 -0.978 -0.914 -0.803
## bu12 0.500 0.482 0.004 0.057 0.377 0.443 0.479 0.517 0.600
## by1 1.000 1.080 0.001 0.044 0.994 1.050 1.080 1.110 1.170
## by2 0.500 0.461 0.000 0.028 0.406 0.442 0.461 0.480 0.515
## b00 0.000 -0.008 0.000 0.026 -0.059 -0.025 -0.008 0.010 0.044
## a11 0.290 0.406 0.004 0.064 0.290 0.362 0.403 0.447 0.541
## b0 0.367 0.358 0.000 0.037 0.286 0.333 0.359 0.383 0.429
## b11 -0.102 -0.151 0.002 0.037 -0.228 -0.175 -0.149 -0.126 -0.083
## n_eff Rhat
## bu11 134.410 1.040
## bu12 195.452 1.029
## by1 3030.023 1.001
## by2 4022.724 1.001
## b00 14374.736 1.000
## a11 234.496 1.025
## b0 14616.350 1.000
## b11 558.955 1.011diagnostics
Gew
## [[1]]
## $z
## b00 a1 b0 b1
## -1.325567 2.044956 2.087751 -2.107862
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[2]]
## $z
## b00 a1 b0 b1
## 0.2058244 5.2693592 -0.9719592 -5.1046798
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[3]]
## $z
## b00 a1 b0 b1
## -0.35471730 -0.02685928 -0.09335141 -0.41333270
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[4]]
## $z
## b00 a1 b0 b1
## -0.8192404 -1.2368333 0.5773613 1.2029881
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"Hei
## [[1]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.551879628 0 -0.007855843 0.000861323
## a1 1 1201 0.149916491 1 0.393233419 0.011512881
## b0 1 1 0.393124292 1 0.358808266 0.001219319
## b1 0 NA 0.008930648 NA NA NA
## attr(,"class")
## [1] "heidel.diag"
##
## [[2]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.26309463 0 -0.007609394 0.0009366475
## a1 1 401 0.09333343 1 0.397689073 0.0129376752
## b0 1 1 0.67322360 1 0.358837337 0.0012740540
## b1 1 801 0.40929085 1 -0.146488703 0.0043074332
## attr(,"class")
## [1] "heidel.diag"
##
## [[3]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.7332151 0 -0.007581359 0.0007600748
## a1 1 1 0.2151050 1 0.417046097 0.0113723233
## b0 1 1 0.4324584 1 0.357603897 0.0011075361
## b1 1 1 0.1565668 1 -0.154305867 0.0038818496
## attr(,"class")
## [1] "heidel.diag"
##
## [[4]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.1719269 0 -0.007587441 0.0008185767
## a1 1 1 0.7312229 1 0.397375858 0.0117226317
## b0 1 1 0.5779112 1 0.357912749 0.0011924530
## b1 1 1 0.7165879 1 -0.147664502 0.0053830601
## attr(,"class")
## [1] "heidel.diag"Gel
## $psrf
## Point est. Upper C.I.
## b00 1.000022 1.000207
## a1 1.019958 1.058527
## b0 1.000178 1.000664
## b1 1.007320 1.021281
##
## $mpsrf
## [1] 1.019161
##
## attr(,"class")
## [1] "gelman.diag"plots
Traceplots
Autoregression
Pair plots
6000 2000 1000 people
parameter estimates
## true_param mean se_mean sd 2.5% 25% 50% 75% 97.5%
## bu11 -1.000 -0.558 0.484 0.690 -1.163 -0.993 -0.901 -0.363 0.687
## bu12 0.500 0.297 0.259 0.370 -0.382 0.169 0.475 0.534 0.643
## by1 1.000 0.979 0.001 0.066 0.851 0.935 0.979 1.025 1.107
## by2 0.500 0.459 0.001 0.042 0.376 0.431 0.459 0.488 0.542
## b00 0.000 0.000 0.000 0.037 -0.072 -0.025 0.000 0.025 0.072
## a11 0.202 0.074 0.163 0.245 -0.473 -0.017 0.169 0.238 0.360
## b0 0.348 0.318 0.000 0.053 0.216 0.283 0.318 0.354 0.422
## b11 -0.158 -0.078 0.160 0.233 -0.318 -0.230 -0.182 -0.011 0.412
## n_eff Rhat
## bu11 2.033 7.700
## bu12 2.047 6.371
## by1 5449.988 1.001
## by2 6990.670 1.001
## b00 21749.650 1.000
## a11 2.261 2.819
## b0 21487.991 1.000
## b11 2.124 3.931diagnostics
Gew
## [[1]]
## $z
## b00 a1 b0 b1
## -0.003103772 -0.450802066 -1.023556991 0.549202952
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[2]]
## $z
## b00 a1 b0 b1
## -1.762320 1.405193 1.576799 -1.533944
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[3]]
## $z
## b00 a1 b0 b1
## 1.3552276 2.4556738 0.1350465 -2.7128232
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[4]]
## $z
## b00 a1 b0 b1
## -0.8668600 0.3589309 -0.8772519 -0.2431312
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"Hei
## [[1]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.9458590 0 0.0002899092 0.001008130
## a1 1 1 0.6861457 1 0.2098877684 0.006503588
## b0 1 1 0.5177893 1 0.3185764258 0.001403192
## b1 1 1 0.6511787 1 -0.2112186275 0.006311526
## attr(,"class")
## [1] "heidel.diag"
##
## [[2]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.55144075 0 0.0007760678 0.0009782975
## a1 1 1 0.06535033 1 0.2057958966 0.0048620750
## b0 1 1 0.35850554 1 0.3175806693 0.0014631214
## b1 1 1 0.39867569 1 -0.2064221377 0.0049855042
## attr(,"class")
## [1] "heidel.diag"
##
## [[3]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.12704896 0 0.0003885021 0.0009192883
## a1 1 401 0.14857474 1 0.1976815291 0.0045577804
## b0 1 1 0.94004220 1 0.3186613804 0.0012517670
## b1 1 1 0.07015147 1 -0.2042649729 0.0054779955
## attr(,"class")
## [1] "heidel.diag"
##
## [[4]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.29321385 0 0.0001381831 0.001007809
## a1 1 1 0.29799265 1 -0.3191806892 0.008312927
## b0 1 1 0.08066465 1 0.3186630454 0.001424145
## b1 1 1 0.05121997 1 0.3105814922 0.004769708
## attr(,"class")
## [1] "heidel.diag"Gel
## $psrf
## Point est. Upper C.I.
## b00 0.9999226 1.000082
## a1 4.0045901 7.227404
## b0 1.0000092 1.000357
## b1 5.7002805 10.321612
##
## $mpsrf
## [1] 4.700347
##
## attr(,"class")
## [1] "gelman.diag"plots
Traceplots
Autoregression
Pair plots
10000 3000 1000 people
parameter estimates
## true_param mean se_mean sd 2.5% 25% 50% 75% 97.5%
## bu11 -1.000 -0.856 0.004 0.098 -1.062 -0.919 -0.851 -0.788 -0.681
## bu12 0.500 0.381 0.002 0.057 0.279 0.341 0.378 0.416 0.501
## by1 1.000 1.050 0.001 0.067 0.918 1.006 1.050 1.095 1.182
## by2 0.500 0.519 0.000 0.037 0.446 0.494 0.519 0.544 0.593
## b00 0.000 -0.019 0.000 0.035 -0.088 -0.043 -0.020 0.004 0.049
## a11 0.120 0.236 0.002 0.090 0.065 0.175 0.233 0.294 0.421
## b0 0.331 0.291 0.000 0.051 0.192 0.256 0.290 0.325 0.391
## b11 -0.157 -0.261 0.001 0.061 -0.388 -0.300 -0.258 -0.219 -0.149
## n_eff Rhat
## bu11 478.604 1.006
## bu12 776.059 1.004
## by1 8554.603 1.000
## by2 11287.826 1.000
## b00 36397.075 1.000
## a11 3137.879 1.002
## b0 36204.934 1.000
## b11 1710.431 1.003diagnostics
Gew
## [[1]]
## $z
## b00 a1 b0 b1
## 0.3307758 -0.5542532 1.3853679 0.5949188
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[2]]
## $z
## b00 a1 b0 b1
## 0.5240336 3.5672610 -1.8686155 -3.7717234
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[3]]
## $z
## b00 a1 b0 b1
## -0.2649822 0.6664967 0.3499358 -0.3841606
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"
##
## [[4]]
## $z
## b00 a1 b0 b1
## -0.6410726 2.8343666 1.2631906 -2.1522449
##
## $frac
## [1] 0.1 0.5
##
## attr(,"class")
## [1] "geweke.diag"Hei
## [[1]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.61892803 1 -0.0194903 0.0006663618
## a1 1 1401 0.63735736 1 0.2368613 0.0056681550
## b0 1 1 0.72815414 1 0.2902114 0.0009461220
## b1 1 1 0.08374458 1 -0.2586166 0.0042275413
## attr(,"class")
## [1] "heidel.diag"
##
## [[2]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.5867706 1 -0.01916182 0.0007553557
## a1 1 2801 0.2947750 1 0.22758790 0.0055746177
## b0 1 1 0.1079319 1 0.29022477 0.0010903868
## b1 1 1401 0.1680431 1 -0.25856091 0.0060207748
## attr(,"class")
## [1] "heidel.diag"
##
## [[3]]
## stest start pvalue htest mean halfwidth
## b00 1 1 0.7257837 1 -0.01918389 0.0007304293
## a1 1 1 0.4241069 1 0.23622225 0.0058337377
## b0 1 1 0.2484061 1 0.29052083 0.0010866741
## b1 1 1 0.3094243 1 -0.26040524 0.0050758854
## attr(,"class")
## [1] "heidel.diag"
##
## [[4]]
## stest start pvalue htest mean halfwidth
## b00 1 2801 0.09942063 1 -0.01939618 0.0009126121
## a1 1 1 0.06253777 1 0.23511156 0.0048724445
## b0 0 NA 0.01699592 NA NA NA
## b1 1 1 0.10439261 1 -0.26051430 0.0039407710
## attr(,"class")
## [1] "heidel.diag"Gel
## $psrf
## Point est. Upper C.I.
## b00 1.000207 1.000386
## a1 1.000644 1.002158
## b0 1.000043 1.000048
## b1 1.000383 1.001290
##
## $mpsrf
## [1] 1.000651
##
## attr(,"class")
## [1] "gelman.diag"plots
Traceplots
Autoregression
Pair plots
